├── LICENSE
├── README.md
├── README.tex.md
├── gpr_tutorial.ipynb
├── img
├── 1dGaussian.png
├── 2dGaussian.png
├── 2d_gaussian3D_0.8.png
├── 2d_gaussian_0.8.png
├── 2d_gaussian_conditional.png
├── 2d_gaussian_conditional3D.png
├── 2gaussian.png
├── 2points_covariance.gif
├── 4points_covariance.gif
├── codes_plot_output
│ ├── output_10_1.png
│ ├── output_14_0.png
│ ├── output_16_0.png
│ ├── output_19_0.png
│ ├── output_21_0.png
│ ├── output_29_0.png
│ ├── output_35_0.png
│ ├── output_38_0.png
│ ├── output_40_1.png
│ ├── output_44_0.png
│ ├── output_59_0.png
│ ├── output_62_0.png
│ ├── output_63_1.png
│ └── output_72_0.png
├── gp.png
├── gp1.png
├── gpr_animation.gif
├── gpr_animation_wide.gif
├── hyperparameter.png
├── mul_var_gaussian.png
├── mvn.png
├── mvn_theorem.png
├── regression1.png
└── regression2.png
├── latex
└── arXiv
│ ├── README
│ ├── bibliography.bib
│ ├── elsarticle-num.bst
│ ├── elsarticle-template-num.bbl
│ ├── elsarticle-template-num.tex
│ ├── elsarticle.cls
│ ├── elsarticle.dtx
│ ├── elsarticle.ins
│ ├── figs
│ ├── 1d_random.pdf
│ ├── 200d_gaussian_kernel_prior.png
│ ├── 20d_gaussian_kernel_prior.pdf
│ ├── 20d_gaussian_prior.pdf
│ ├── 2d_gaussian_conditional.pdf
│ ├── 2d_gaussian_example.pdf
│ ├── 2gaussian.pdf
│ ├── 2gaussian.png
│ ├── 3d_gaussian_example.pdf
│ ├── example.png
│ ├── illustrative_posterior_func.pdf
│ ├── ingenuity-labs-cover.pdf
│ ├── l_large.pdf
│ ├── l_medium.pdf
│ ├── l_small.pdf
│ ├── marshall.png
│ ├── offroad-icon.pdf
│ ├── predictions.png
│ ├── random_x1.pdf
│ ├── random_x1.png
│ ├── random_x1_x2.pdf
│ ├── random_x1_x20.pdf
│ ├── random_x1x2.pdf
│ ├── regression.pdf
│ ├── regression_gpflow.pdf
│ └── regression_points.pdf
│ └── manifest.txt
└── tex
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/LICENSE:
--------------------------------------------------------------------------------
1 | MIT License
2 |
3 | Copyright (c) 2022 Jie Wang (王捷)
4 |
5 | Permission is hereby granted, free of charge, to any person obtaining a copy
6 | of this software and associated documentation files (the "Software"), to deal
7 | in the Software without restriction, including without limitation the rights
8 | to use, copy, modify, merge, publish, distribute, sublicense, and/or sell
9 | copies of the Software, and to permit persons to whom the Software is
10 | furnished to do so, subject to the following conditions:
11 |
12 | The above copyright notice and this permission notice shall be included in all
13 | copies or substantial portions of the Software.
14 |
15 | THE SOFTWARE IS PROVIDED "AS IS", WITHOUT WARRANTY OF ANY KIND, EXPRESS OR
16 | IMPLIED, INCLUDING BUT NOT LIMITED TO THE WARRANTIES OF MERCHANTABILITY,
17 | FITNESS FOR A PARTICULAR PURPOSE AND NONINFRINGEMENT. IN NO EVENT SHALL THE
18 | AUTHORS OR COPYRIGHT HOLDERS BE LIABLE FOR ANY CLAIM, DAMAGES OR OTHER
19 | LIABILITY, WHETHER IN AN ACTION OF CONTRACT, TORT OR OTHERWISE, ARISING FROM,
20 | OUT OF OR IN CONNECTION WITH THE SOFTWARE OR THE USE OR OTHER DEALINGS IN THE
21 | SOFTWARE.
22 |
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/latex/arXiv/README:
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1 | This is Elsevier's new document class for typeset journal articles,
2 | elsarticle.cls. It is now accepted for submitted articles, both in
3 | Elsevier's electronic submission system and elsewhere.
4 |
5 | Elsevier's previous document class for typeset articles, elsart.cls,
6 | is now over 10 years old. It has been replaced with this newly written
7 | document class elsarticle.cls, which has been developed for Elsevier
8 | by the leading TeX developer STM Document Engineering Pvt Ltd.
9 |
10 | elsarticle.cls is based upon the standard LaTeX document class
11 | article.cls. It uses natbib.sty for bibliographical references.
12 |
13 | Bugs and problems with elsarticle.cls may be reported to the
14 | developers of the class via elsarticle@stmdocs.in.
15 |
16 | The file manifest.txt provides a list of the files in the elsarticle
17 | bundle. The following are the main files available:
18 | - elsarticle.dtx, the dtx file
19 | - elsdoc.pdf, the user documentation
20 | - elsarticle-template-num.tex, template file for numerical citations
21 | - elsarticle-template-harv.tex, template file for name-year citations
22 | - elsarticle-template-num-names.tex, template file for numerical
23 | citations + new natbib option. Eg. Jones et al. [21]
24 | - elsarticle-num.bst, bibliographic style for numerical references
25 | - elsarticle-harv.bst, bibliographic style for name-year references
26 | - elsarticle-num-names.bst, bibliographic style for numerical
27 | referencces + new natbib option for citations.
28 |
29 | To extract elsarticle.cls from *.dtx: latex elsarticle.ins
30 |
31 | The documentation file is elsdoc.tex in the contrib directory. To
32 | compile it:
33 | 1. pdflatex elsdoc
34 | 2. pdflatex elsdoc
35 | 3. pdflatex elsdoc
36 |
37 | or
38 |
39 | use the makefile. Use the target `all' (eg: make all).
40 |
41 | The above procedure will create a print version, namely elsdoc.pdf.
42 |
43 | Copyright 2007-2020, Elsevier. Bugs, feature requests, suggestions and
44 | comments may be mailed to elsarticle@stmdocs.in. elsarticle.cls,
45 | related documentation and supporting packages are released under the
46 | LATEX Project Public Licence, either version 1.3 or any later
47 | version. This work has the LPPL maintenance status
48 | 'author-maintained'.
49 |
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/latex/arXiv/bibliography.bib:
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1 | @book{Rasmussen2006,
2 | title = {{Gaussian Processes for Machine Learning}},
3 | author = {Rasmussen, Carl Edward and Williams, Christopher K. I.},
4 | year = {2006},
5 | publisher = {The MIT Press}
6 | }
7 |
8 | @inproceedings{ghahramani2011tutorial,
9 | title={{A Tutorial on Gaussian Processes (or why I don’t use SVMs)}},
10 | author={Ghahramani, Zoubin},
11 | booktitle={{Machine Learning Summer School (MLSS)}},
12 | year={2011}
13 | }
14 |
15 | @book{Murphy2012,
16 | title = {{Machine Learning: A Probabilistic Perspective}},
17 | author = {Murphy, Kevin P},
18 | year = {2012},
19 | publisher = {The MIT Press}
20 | }
21 |
22 | @misc{duvenaud2016kernel,
23 | author = {Duvenaud, David},
24 | title = {{The Kernel Cookbook}},
25 | howpublished = {Available at \url{https://www.cs.toronto.edu/~duvenaud/cookbook}}
26 | }
27 |
28 | @phdthesis{duvenaud2014automatic,
29 | title = {{Automatic model construction with Gaussian processes}},
30 | author = {Duvenaud, David},
31 | school = {University of Cambridge},
32 | year = {2014}
33 | }
34 |
35 | @inproceedings{gpss2019,
36 | title={{Computationally efficient GPs}},
37 | author={Dai, Zhenwen},
38 | booktitle={{Gaussian Process Summer School (GPSS)}},
39 | year={2019}
40 | }
41 |
42 | @article{de2017gpflow,
43 | title={{GPflow: A Gaussian process library using TensorFlow}},
44 | author={De G. Matthews, Alexander G and Van Der Wilk, Mark and Nickson, Tom and Fujii, Keisuke and Boukouvalas, Alexis and Le{\'o}n-Villagr{\'a}, Pablo and Ghahramani, Zoubin and Hensman, James},
45 | journal={The Journal of Machine Learning Research},
46 | volume={18},
47 | number={1},
48 | pages={1299-1304},
49 | year={2017},
50 | publisher={JMLR. org}
51 | }
52 |
53 | @inproceedings{gardner2018gpytorch,
54 | title={{GPyTorch: Blackbox Matrix-Matrix Gaussian Process Inference with GPU Acceleration}},
55 | author={Gardner, Jacob R and Pleiss, Geoff and Bindel, David and Weinberger, Kilian Q and Wilson, Andrew Gordon},
56 | booktitle={Advances in Neural Information Processing Systems},
57 | year={2018}
58 | }
59 |
60 | @article{chen2018priors,
61 | title={{How priors of initial hyperparameters affect Gaussian process regression models}},
62 | author={Chen, Zexun and Wang, Bo},
63 | journal={Neurocomputing},
64 | volume={275},
65 | pages={1702--1710},
66 | year={2018},
67 | publisher={Elsevier}
68 | }
69 |
70 | @inproceedings{frigola2013bayesian,
71 | title={{Bayesian Inference and Learning in Gaussian Process State-Space Models with Particle MCMC}},
72 | author={Frigola, Roger and Lindsten, Fredrik and Sch{\"o}n, Thomas B and Rasmussen, Carl Edward},
73 | booktitle={Advances in Neural Information Processing Systems},
74 | pages={3156--3164},
75 | year={2013}
76 | }
77 |
78 | @article{liu2020gaussian,
79 | title={{When Gaussian process meets big data: A review of scalable GPs}},
80 | author={Liu, Haitao and Ong, Yew-Soon and Shen, Xiaobo and Cai, Jianfei},
81 | journal={IEEE Transactions on Neural Networks and Learning Systems},
82 | year={2020},
83 | publisher={IEEE}
84 | }
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/latex/arXiv/elsarticle-template-num.bbl:
--------------------------------------------------------------------------------
1 | \begin{thebibliography}{10}
2 | \expandafter\ifx\csname url\endcsname\relax
3 | \def\url#1{\texttt{#1}}\fi
4 | \expandafter\ifx\csname urlprefix\endcsname\relax\def\urlprefix{URL }\fi
5 | \expandafter\ifx\csname href\endcsname\relax
6 | \def\href#1#2{#2} \def\path#1{#1}\fi
7 |
8 | \bibitem{Rasmussen2006}
9 | C.~E. Rasmussen, C.~K.~I. Williams, {Gaussian Processes for Machine Learning},
10 | The MIT Press, 2006.
11 |
12 | \bibitem{ghahramani2011tutorial}
13 | Z.~Ghahramani, {A Tutorial on Gaussian Processes (or why I don’t use SVMs)},
14 | in: {Machine Learning Summer School (MLSS)}, 2011.
15 |
16 | \bibitem{Murphy2012}
17 | K.~P. Murphy, {Machine Learning: A Probabilistic Perspective}, The MIT Press,
18 | 2012.
19 |
20 | \bibitem{duvenaud2014automatic}
21 | D.~Duvenaud, {Automatic model construction with Gaussian processes}, Ph.D.
22 | thesis, University of Cambridge (2014).
23 |
24 | \bibitem{duvenaud2016kernel}
25 | D.~Duvenaud, {The Kernel Cookbook}, Available at
26 | \url{https://www.cs.toronto.edu/~duvenaud/cookbook}.
27 |
28 | \bibitem{gpss2019}
29 | Z.~Dai, {Computationally efficient GPs}, in: {Gaussian Process Summer School
30 | (GPSS)}, 2019.
31 |
32 | \bibitem{chen2018priors}
33 | Z.~Chen, B.~Wang, {How priors of initial hyperparameters affect Gaussian
34 | process regression models}, Neurocomputing 275 (2018) 1702--1710.
35 |
36 | \bibitem{de2017gpflow}
37 | A.~G. De~G.~Matthews, M.~Van Der~Wilk, T.~Nickson, K.~Fujii, A.~Boukouvalas,
38 | P.~Le{\'o}n-Villagr{\'a}, Z.~Ghahramani, J.~Hensman, {GPflow: A Gaussian
39 | process library using TensorFlow}, The Journal of Machine Learning Research
40 | 18~(1) (2017) 1299--1304.
41 |
42 | \bibitem{gardner2018gpytorch}
43 | J.~R. Gardner, G.~Pleiss, D.~Bindel, K.~Q. Weinberger, A.~G. Wilson, {GPyTorch:
44 | Blackbox Matrix-Matrix Gaussian Process Inference with GPU Acceleration}, in:
45 | Advances in Neural Information Processing Systems, 2018.
46 |
47 | \bibitem{frigola2013bayesian}
48 | R.~Frigola, F.~Lindsten, T.~B. Sch{\"o}n, C.~E. Rasmussen, {Bayesian Inference
49 | and Learning in Gaussian Process State-Space Models with Particle MCMC}, in:
50 | Advances in Neural Information Processing Systems, 2013, pp. 3156--3164.
51 |
52 | \bibitem{liu2020gaussian}
53 | H.~Liu, Y.-S. Ong, X.~Shen, J.~Cai, {When Gaussian process meets big data: A
54 | review of scalable GPs}, IEEE Transactions on Neural Networks and Learning
55 | Systems (2020).
56 |
57 | \end{thebibliography}
58 |
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/latex/arXiv/elsarticle.ins:
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1 | %%
2 | %% This file will generate fast loadable files and documentation
3 | %% driver files from the doc files in this package when run through
4 | %% LaTeX or TeX.
5 | %%
6 | %% Copyright 2007-2020 Elsevier Ltd
7 | %%
8 | %% This file is part of the 'Elsarticle Bundle'.
9 | %% ---------------------------------------------
10 | %%
11 | %% It may be distributed under the conditions of the LaTeX Project Public
12 | %% License, either version 1.2 of this license or (at your option) any
13 | %% later version. The latest version of this license is in
14 | %% http://www.latex-project.org/lppl.txt
15 | %% and version 1.2 or later is part of all distributions of LaTeX
16 | %% version 1999/12/01 or later.
17 | %%
18 | %% The list of all files belonging to the 'Elsarticle Bundle' is
19 | %% given in the file 'manifest.txt'.
20 | %%
21 | %% $Id: elsarticle.ins 191 2020-11-23 11:13:24Z rishi $
22 | %%
23 | %%
24 | \input docstrip.tex
25 | %%\keepsilent
26 |
27 | \preamble
28 |
29 | Copyright 2007-2020 Elsevier Ltd
30 |
31 | This file is part of the 'Elsarticle Bundle'.
32 | -------------------------------------------
33 |
34 | It may be distributed under the conditions of the LaTeX Project Public
35 | License, either version 1.2 of this license or (at your option) any
36 | later version. The latest version of this license is in
37 | http://www.latex-project.org/lppl.txt
38 | and version 1.2 or later is part of all distributions of LaTeX
39 | version 1999/12/01 or later.
40 |
41 | The list of all files belonging to the 'Elsarticle Bundle' is
42 | given in the file `manifest.txt'.
43 |
44 | \endpreamble
45 |
46 | \askforoverwritefalse
47 |
48 | \generate{\file{elsarticle.cls}{\from{elsarticle.dtx}{class}}}
49 | \obeyspaces
50 | \Msg{*************************************************************}
51 | \Msg{* *}
52 | \Msg{* To finish the installation you have to move the following *}
53 | \Msg{* file into a directory searched by TeX: *}
54 | \Msg{* *}
55 | \Msg{* elsarticle.cls *}
56 | \Msg{* and *}
57 | \Msg{* elsarticle-*.bst *}
58 | \Msg{* *}
59 | \Msg{* To produce the documentation go to the ../contrib folder *}
60 | \Msg{* and run the file elsdoc.tex through pdfLaTeX *}
61 | \Msg{* or use the Makefile which is far more easier. *}
62 | \Msg{* *}
63 | \Msg{* Happy TeXing! *}
64 | \Msg{* *}
65 | \Msg{*************************************************************}
66 |
67 | \endbatchfile
68 |
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1 | % Copyright 2007-2020 Elsevier Ltd
2 | %
3 | % This file is part of the 'Elsarticle Bundle'.
4 | % ---------------------------------------------
5 | %
6 | % It may be distributed and/or modified under the
7 | % conditions of the LaTeX Project Public License, either version 1.2
8 | % of this license or (at your option) any later version.
9 | % The latest version of this license is in
10 | % http://www.latex-project.org/lppl.txt
11 | % and version 1.2 or later is part of all distributions of LaTeX
12 | % version 1999/12/01 or later.
13 | %
14 | % The list of all files belonging to the LaTeX 'Elsarticle Bundle' is
15 | % given in the file `manifest.txt'.
16 | %
17 | % CONTENTS OF THE ELSARTICLE BUNDLE
18 | % ===============================
19 |
20 | Directory elsarticle/
21 |
22 | elsarticle.dtx
23 | Main package with driver
24 |
25 | elsarticle.ins
26 | installer for elsarticle.dtx
27 |
28 | elsarticle-harv.bst
29 | bibliographic style for author-year citation
30 |
31 | elsarticle-num.bst
32 | bibliographic style for numbered citation
33 |
34 | elsarticle-num-names.bst
35 | bibliographic style for numbered citation + new natbib options
36 |
37 | elsarticle-template-harv.tex
38 | article template for a document with author-year citation
39 |
40 | elsarticle-template-num.tex
41 | article template for a document with numbered citation
42 |
43 | manifest.txt
44 | this file
45 |
46 | README
47 | small readme documentation
48 |
49 | Directory elsarticle/doc/
50 |
51 | The following files are graphic files needed for creating pdf output
52 | of the documentation from elsdoc.tex:
53 |
54 | 1pseperateaug.pdf
55 | 1psingleauthorgroup.pdf
56 | elstest-1pdoubleblind.pdf
57 | elstest-1p.pdf
58 | elstest-3pd.pdf
59 | elstest-3p.pdf
60 | elstest-5p.pdf
61 | jfigs.pdf
62 |
63 | elsdoc.tex -- LaTeX source file of documentation
64 | elsdoc.pdf -- documentation for elsarticle.cls
65 |
66 | The following files are files written out every time elsdoc.tex is
67 | compiled:
68 |
69 | elsdoc.aux
70 | elsdoc.log
71 | elsdoc.out
72 | tmp.tex
73 |
74 | Auxiliary packages needed to generate pdf output from elsdoc.tex:
75 |
76 | rvdtx.sty
77 | pdfwidgets.sty
78 |
79 |
80 |
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